Single chicks can be a problem. Chickens are social animals and want to be with other chickens. But more mature chickens may peck or attack less mature chicks if they invade personal space. What typically happens is that the young quickly learn to avoid the adults and form their own separate sub-flock. With a single chick they don't have others their age to hang with so it can get confusing for them.
I don't know what your coop or pen look like. The way I'd try is to let the chick free range with them during the day, even if it does not mingle. Widely separated food and water stations might help so it can eat and drink without being bullied. At night, give it a predator safe place to sleep. That might be in the coop with the other chickens or it may be a separate enclosure. If the coop is big enough it may be able to find a safe place to sleep separately in there without being attacked when they wake up.
At five weeks, you do not need to worry about the chick being cold, it can handle the weather. My brooder raised chicks typically start to roost on their own at 10 to 12 weeks if there are no adult chickens around. I've had some start roosting on their own at 5 weeks, some much later than 12 weeks. With adults around that changes but can change in different ways. As long as it is predator safe and not in my nests I don't care where they sleep. Things will change as they mature.
Do you know what sex that chick is? At five weeks, if you can post a close-up photo of the head showing the comb and wattles and a shot showing the legs and posture we may be able to help you determine sex, which might affect your long term plans for that chick.
To sum up, as long as it is not being injured I'd let it free range during the day and find a predator safe place for it to sleep at night. At some point it will work its way into the flock. That might be fairly soon or it may not be until it matures.
Good luck!
