If you are a long time DotNetNuke addict you always knew how to install new core modules: Host ->Modules
Below the list of installed modules was always a list of Available Modules:
If you visit the same page in DNN5, Available Modules is gone:
The functionality has moved. DNN5 introduces a new extension installer, dealing with modules, skins, containers, providers, skin objects and language packs. So now learn to go to Host -> Extensions and click on 
to get to the page showing all extensions available for instant installation on your site:
PS:
Yes, I know that there was (and still is) a shortcut for a long, long time inside the control panel:
But maybe there are some more people who sometimes don't see the wood for the trees like me.