It's called "Play Store". Should be in the app drawer (look for a little icon like a grid in the dock at the bottom, what will take you to it. You may need to scroll a bit to find it). You need to have signed in to a Google account to use it - just create one for the purpose if you don't already have a GMail account.
If you don't have the Play Store app on the phone anywhere then we'll need more information to work out why. A genuine S5 bought new should always have it though, so I expect it is there.