How do I make a 5 megawatt laser?

Look up Boeing WAL-1 

It does get complex so I don't think anyone could do it without the resources .

Why would you want so much power in a laser?  That magnitude would only apply to an airborne or spaceborne antimissile defense system.  I helped develop two plasmatic resonance-amplification media for SDI in the 1980's.  I was assigned to Boeing-IHL for the duration of the project and even I felt that we were pushing into an arena where we should not go.

Much remains classified, fortunately -- and may I add for good reason.  What we developed was not just light.  It involved coherent charged particles that were lethal to an indeterminate range.  Anything we aimed this monster eye at was doomed, be it mechanical or biological. 

Unfortunately internally-generated laser reaches such temperature that it will melt virtually anything including the optics through which the beam transmits.

Using a magnetically-contained plasma we finally developed the needed power but it is so dangerous a system and so very costly that only the USAF has any business with it.  Even they finally limited the system to specially trained officers and technicians. 

This is one project that is not for amateurs.

There would be no real need for such power in a LASER except only that it was used to transmit power without the use of cables.  There was a movie about thirty years ago that featured the development of a 5MW laser, used as a tactical military weapon.  However, the systems in use as tactical weapons today are much less powerful, about three kilowatt.

It makes difficult for making a 5 watt laser...

For this there is a need of the lots of parts,,,,

as a laser machine man you have to visit at the needham-laser UK...

Your all question answered here...