That's kind of strange. How does it let you even install it without a license file!?! I'm confused. Maybe it's because Mechanica comes only with the most advanced package? You're not installing the Foundation package are you? You can't even get it as an add on license. This is a comparison of the five packages and what comes with which package:
I have wanted to write my file license.dat doesn't include pro/mechanica. I have a "special learning version ;) of Pro/E" . Yes, probably I have Pro/E Enterprise and I have no problem with insatall Pro/Mechanica. But now it is.