my $query = "select url FROM LINKS"; # << minor edit
my $sth = $dbh->prepare($query) or die "prepare: ".$dbh->errstr;
$sth-> execute() or die "execute: ".$dbh->errstr;

$i=0;
while (my $ref = $sth->fetchrow_hashref()) {
   print "\nurl: $ref->{url}\n";
   my $ff = File::Fetch->new(uri=>$ref->{url});
   my $where = $ff->fetch( to => '/data/documents/');
      my $error= $ff->error();

   rename 
("C:/data/documents/document.pdf","C:/data/documents/document$i.pdf");
 ($i++);
   }