If you don't have a physical disc, you can use software to "trick" your PC into thinking one is inserted.
of your original PES 6 disc to your local storage. pes 6 no cd dvd-rom drive found
Fix: "No CD/DVD-ROM Drive Found" Error in If you’ve recently tried to relive the glory days of Pro Evolution Soccer 6 (PES 6) If you don't have a physical disc, you