After playing many games of PES, I have found a reliable way to dribble, get into the box, and take a shot on goal. This tutorial will show you how.
Exploit the Side Backs
Side backs are the weakness in the game.
When your wingers are rampaging down the wings, there will be an opposing side back breathing down your neck.
What do you do?

You continue your run till you reach close to the line of the penalty box.

Slow down near the edge of the box, and the side back will attempt to run in front of you to tackle the ball.

At that moment, you simply cut into the box pass him, leaving him stranded.

You are now in the clear, and can run towards goal to take a shot.
Far Post Curler
If you are on the left flank and have a right footer, or vice versa, you have a great opportunity to curl the ball into the far corner for a beautiful goal!
Multiplayer Mode
Note that this is mainly effectively against the AI. It may work against your friends and other human players, but do this trick too many times, and you will get found out. Vary your approach with crosses and back passes to your side backs.
Enjoy your dribbling game.
Main image credit: Konami