In previous versions of JMeter it was possible to add a JDBC Request simply by right-clicking the Test Plan and selecting Add > Sampler > JDBC Request.
How to do that in JMeter 5?
Normally Apache JMeter JDBC plugins set should come with JMeter installation, make sure to download JMeter from official downloads page as it might be the case your installation is somehow broken.
It should be enough to download http://central.maven.org/maven2/org/apache/jmeter/ApacheJMeter_jdbc/5.0/ApacheJMeter_jdbc-5.0.jar file and drop it to lib/ext
folder of your JMeter installation. After JMeter restart you should be able to see JDBC test elements.
You can also install jmeter - JDBC Support
plugin using JMeter Plugins Manager: