If that's a CD4017, then it can only source about 0.36 ma @ 5V. That's not enough to drive 1 LED, let alone 5.

If it's a 74HC4017, then it can drive 25 ma. Good enough for 1, maybe 2 LED's, or 5 DIM ones.

Some transistors or darlingtons would help.
You might want some resistors in series with the 5 cathodes too.
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