In the v5.0 release, each of the modules had to be installed individually. They were in the main package that you downloaded, but it was a bit of work to get everything installed.
If you haven't already, please download and install the new v5.1 release available in the My Downloads area. That release has tons of new features (including Google+ authentication) as well as a new installer which automatically installs all the sub-modules and plugins.
I hope that helps, but if you have any questions, just let me know.
Thanks,
Alex