"__DATA__", or its synonym⁽¹⁾ "__END__" , terminates the parsing of the rest of the script file, if it's found on a line of its own. So it's always at the end of the script, because it says that it is the end of the script!

The only exception can be where you have such strings in a literal multiline string, either quoted or in a here-doc; or when used as a here-doc delimiter. Examples:

#!/usr/bin/perl -w
print <<'__END__';
This is a here-doc
__DATA__
But it's not over yet!
__END__

print "This really is the
__END__
";
__DATA__
print "See?\n";
[download]

resulting in:

This is a here-doc
__DATA__
But it's not over yet!
This really is the
__END__
[download]

I hope this example makes it a bit clear?

(1) Yes it is legal to do:

print <DATA>;
__END__
one
two
[download]

Works, too.