I want to operate five units of PCZ1000A at 5 kW capacity. Do I have to get five license of Wavy for PCZ1000A?

No, you need to get only one license.
Set the master and slave setting to operate as one set of PCZ1000As at 5 kW.
Also set Wavy for PCZ1000A > Mode > Power Limit: 5000 W.