Welcome to the Monastery, Ayber!

This is a perfect example of why *all* of your code should have use warnings; and use strict; at the very top. It would point you to the err of your ways:

use warnings;
use strict;

$_ = 'My name is Paquito';
say if /My name is/;

s/Paquito/Paquita/;

tr/A-Z/a-z/;
say;
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Output:

Bareword "say" not allowed while "strict subs" in use at it.pl line 5.
Bareword "say" not allowed while "strict subs" in use at it.pl line 10
+.
Execution of it.pl aborted due to compilation errors.
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The say() function isn't available by default, which is why nothing happens. Without use strict;, no errors are triggered/displayed, and the code blindly just carries on skipping the say() lines.

To fix the problem, add either use feature 'say';, use v5.10; or use Modern::Perl to include the function:

use warnings;
use strict;
use feature 'say';

$_ = 'My name is Paquito';
say if /My name is/;

s/Paquito/Paquita/;

tr/A-Z/a-z/;
say;
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Output:

My name is Paquito
my name is paquita
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You could also avoid requiring external functions if you changed say() to print():

use warnings;
use strict;

$_ = 'My name is Paquito';
print "$_\n" if /My name is/;

s/Paquito/Paquita/;

tr/A-Z/a-z/;

print "$_\n";
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Note I've left the use of the default variable ($_) in place. Most definitely not the way I'd use it in any normal situation, but I digress.