You need to download pellet manually. Its github address is : https://github.com/Complexible/pellet/blob/master/protege/plugin/com.clarkparsia.protege.plugin.pellet.jar
After download it, you go to your installed Protege 5 directory, for me, it's C:\Program Files (x86)\Protege-5.0.0-beta-17
Then place the downloaded pellet .jar file into plugin folder.
You restart your protege, and click reaoner tab, you can see that pellet is there.