ALL SCOM Update Rollups are CUMULATIVE. This means you do not need to apply them in order, you can always just apply the latest update. So in your case, you can go directly from UR3 to UR5.
For detailed step-by-step instructions and specific guidance, you can refer to the official Microsoft documentation for SCOM 2019 updates and the specific UR5 release notes.
https://kevinholman.com/2023/04/19/ur5-for-scom-2019-step-by-step/