Learn to be good with the command line. Being saddled with Windows is no excuse; if you can't stand the Windows command line (I can't), install Cygwin.

-p   process line-by-line and print the results
-i   operate on files in place
-e   execute the following code 

Hence:

perl -p -i -e 's/foo/bar/g' *
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So perl -p -i -e 's/5/6/g' will do what I want?
--perl.j

No. You have to add the file names you want to work with after the command. In your case you want to work with all files, so append an asterisk (*). Also, add a file extension to 'i' if you want to create a backup:

perl -pi.bak -e 's/5/6/g;' *

...will create a copy of each file with a .bak extension before performing the search/replace. If you only want to affect certain files, name them explicitly, or use glob patterns. For instance, the following will only work on files with a .txt extension:

perl -pi -e 's/5/6/g;' *.txt