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.
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. steam api dll pes 2016 link