The Samsung Galaxy S5 has a fingerprint feature out of the box, which means you can use it without having to accomplish complex setup, simply by enabling it then follow simple setup. Most of the flagship Android smartphone nowadays equipped with this feature to protect users valuable information stored in a phone. But unfortunately, this feature can only be used on devices running stock Samsung TouchWiz ROM. So there’s no fingerprint scanner on the Galaxy S5 device running a custom ROM like CyanogenMod (CM12.1 or CM13) or other AOSP ROM.
This is unfortunate because some people prefer to use a custom ROM as it has many advantages (latest OS, faster performance, greater looking UI, customization) when compared to the stock ROM. The Fingerprint can not work most likely as the feature depends on libraries that exist only on the Samsung TouchWiz ROM.
However, we still have some talented devs from xda with username ljal, who release mods for our beloved Galaxy S5. He is part of the Mokee Open Source Team. The app has been released on nightly Mokee ROM. He enables fingerprint scanner it by writing an app to load Samsung fingerprint lib and allow you to secure your lockscreen even your Google Play store purchases with your finger.
In order to give it a try, you can directly download the latest nightly ROM by Mokee dev. If you are less suited to Mokee, you can also flash another custom ROM from a different developer like Resurrection Remix ROM, which may already apply it on their nightly build. Follow the development here on official thread on xda.