If you are using a massive patch like Smoke Patch X20 or VirtuaRED v4 that requires a cracked EXE, the standard Steam API will never work because the crack emulates a fake Steam environment. You need to fix the emulator settings.
This is the most common cause of the error. Because PES 2017 is an older title, some modern antivirus software (including Windows Defender) may flag the game's DRM files as "suspicious" or "potentially unwanted software." When the antivirus quarantines or blocks the steam_api64.dll file, the game cannot initialize the API.
For non-Steam installations (e.g., cracked versions required by mods), the steam_api64.dll file might be missing or the wrong version.