It put them in a new directory TEMP/---Perl-please-run-the-install-script---
I found someone having a similar problem, but who appeared to want to update the version in a slightly non-standard way. For him, everything went right after he ran the batch process install.bat. However, I can find no related install.bat anywhere!
I could probably move these files manually, but that is not a satisfactory answer
Although the 5.16 documentation is ambiguous (it is headed as 5.16 but then refers to an upgrade from earlier versions to 5.14!!!), I suspect that it might require removing the previous version 5.14 before installing 5.16!