No. You have to add the file names you want to work with after the command. In your case you want to work with all files, so append an asterisk (*). Also, add a file extension to 'i' if you want to create a backup:
perl -pi.bak -e 's/5/6/g;' *
...will create a copy of each file with a .bak extension before performing the search/replace. If you only want to affect certain files, name them explicitly, or use glob patterns. For instance, the following will only work on files with a .txt extension:
perl -pi -e 's/5/6/g;' *.txt
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