Seeing as everyone is asking how to do this i thought i might as well shed some light on the situation.
From the main menu find PES data mangement, it's in the same location as it is on normal Pro Evo games. From there choose the option which states PES Data transfer or somert. Then choose PES5 transfer and you will be given a list of things to change. Just click on the ones you want, TEAM TRANSFER (transfers team names but not kits), STADIUMS (changes stadium names) and Player Names 9 this changes all player's names for you)
Bear in mind that all this only changes if you have done so on the original PES5
From the main menu find PES data mangement, it's in the same location as it is on normal Pro Evo games. From there choose the option which states PES Data transfer or somert. Then choose PES5 transfer and you will be given a list of things to change. Just click on the ones you want, TEAM TRANSFER (transfers team names but not kits), STADIUMS (changes stadium names) and Player Names 9 this changes all player's names for you)
Bear in mind that all this only changes if you have done so on the original PES5