But for educational purposes: if you have a cracked version of PES 2016, the error occurs because the crack includes a modified steam_api.dll (often renamed or patched) that emulates Steam. When that file is missing or quarantined, the game cannot start.
The only safe, reliable, and legal link is the one through its file verification system. For PES 2016 players with a legitimate copy, the fix takes less than two minutes. steam api dll pes 2016 link