Find an arithmetic progression of $2016$  natural numbers such that neither is a perfect power but its multiplication is a perfect power.

Clarification: A perfect power is a number of the form $n^k$  where  $n$ and $k$  are both natural numbers greater than or equal to $2$.
1. **Define the problem parameters:**
   Let \( n = 2016 \). We need to find an arithmetic progression of \( n \) natural numbers such that none of them is a perfect power, but their product is a perfect power.

2. **Choose distinct primes:**
   Let \( p_1, p_2, \ldots, p_n \) be \( n \) distinct primes greater than \( n \). This ensures that the primes are large enough to avoid trivial divisibility issues.

3. **Set up the system of congruences:**
   Consider the following system of congruences:
   \[
   \begin{aligned}
   a &\equiv p_1 - 1 \pmod{p_1^2}, \\
   a &\equiv p_2 - 2 \pmod{p_2^2}, \\
   &\vdots \\
   a &\equiv p_n - n \pmod{p_n^2}.
   \end{aligned}
   \]
   By the Chinese Remainder Theorem, there exists a solution \( a \) to this system of congruences, and we can choose \( a \) to be positive.

4. **Define the arithmetic progression:**
   Let \( a_i = a + i \) for \( i = 1, 2, \ldots, n \). This forms an arithmetic progression.

5. **Check divisibility properties:**
   For each \( i \), \( p_i \mid a_i \) but \( p_i^2 \nmid a_i \). This is because:
   \[
   a_i = a + i \equiv (p_i - i) + i = p_i \pmod{p_i^2}.
   \]
   Hence, \( p_i \mid a_i \) but \( p_i^2 \nmid a_i \).

6. **Uniqueness of prime divisors:**
   Note that \( a_i \) is the only term in the sequence divisible by \( p_i \). If \( p_i \mid a_j \) for some \( j \neq i \), then:
   \[
   p_i \mid a_j - a_i = (a + j) - (a + i) = j - i.
   \]
   Since \( p_i > n \) and \( |j - i| < n \), this implies \( j = i \).

7. **Form the product of the sequence:**
   Let \( P = a_1 \cdot a_2 \cdots a_n \). Define \( b_i = P a_i = aP + iP \). 

8. **Check the properties of \( b_i \):**
   For any \( j \neq i \), \( p_j \mid b_i \) but \( p_j^2 \nmid b_i \). Therefore, \( b_i \) is not a perfect power.

9. **Verify the product is a perfect power:**
   The product of \( b_i \) is:
   \[
   \prod_{i=1}^n b_i = P^n \cdot P = P^{n+1},
   \]
   which is a perfect power.

Thus, the sequence \( \{b_i\} \) is an arithmetic progression that satisfies the desired conditions.

The final answer is \( \boxed{ \{b_i\} } \).