Sample Rate & Highest Frequency
If you sample every 0.2ms you collect 5000 samples per second and hence the sampling rate is 5000 Hz. According to Nyquist, this means the highest frequency the signal can have so we don't experience aliasing would be 2500 Hz. 

Though that wasn't the question (it was about the sampling theorem explicitly), it's worth pointing out that that's only a theoretical limit. In practice, we need to go a bit higher (leave some room) for various reasons, including the fact that we can never observe an infinitely long signal, as correctly pointed out by the commenters.