Just like print, but implicitly appends a newline. say LIST is simply an abbreviation for { local $\ = "\n"; print LIST }. To use FILEHANDLE without a LIST to print the contents of $_ to it, you must use a bareword filehandle like FH, not an indirect one like $fh.
say is available only if the "say" feature is enabled or if it is prefixed with CORE::. The "say" feature is enabled automatically with a use v5.10 (or higher) declaration in the current scope.