You have 3 choices:
1) You can combine all 5 queries into a single query. This can be difficult (sometimes impossible) to do, but should be tried first. Generally speaking the data in your report is related in some way to the other data your report. It would seem pointless to have completely unrelated data thrown together in rows in a report. So you should be able to do this.
This is your best option. You should be able to make those 5 queries into one single query. It will make your life easier, maintenance easer, and not to mention the initial design easier. You will be able to do everything in a single jrxml. You can do grouping, and formatting, and sorting, etc all in the jrxml. So look closely into this. If you are having trouble, create a new question on this site, give the queries, and the table descriptions, and I bet some SQL experts here will give you hand.
2) You can forgo placing the query in the JRXML altogether, and instead pass in a datasource through java that contains all the data. Check out Using a POJO as an IReport Datasouce for an example of how you could do this.
This is not that terrible of an option if you cannot do option 1 above. It is a decent compromise, but you are still running several queries to build your datasource, and that will have a negative effect of the time it takes to actually run the report.
3) You can use sub-reports, so that each report has one query, that you can use the result from the previous query to run the next. This would end up giving you a tree hierarchy of reports, and in your case would mean creating 5 reports.
I do not think this is a good idea in your case, but just wanted to make sure your are aware it is an option. It is going to be overly complex to setup, and difficult to maintain.