Sampling - Higher order harmonics
I don't quite understand why you feel "harmonics" are relevant to this discussion.


A 5 Mhz has sine wave has no harmonics. If the signal has harmonics, it is not a sine wave any more but a different signal (rectangular, triangle, etc.)
For ANY signal: you need to determine the highest frequency that's in the signal and then chose the Nyquist frequency to be higher. Otherwise you get either loss of information or aliasing 
Most ADC do have an anti-aliasing low-pass filter build in: if you have harmonics higher than Nyquist, the filter will just chop them off. 


Points 2 and 3 apply to ANY signal: noise, music, video, OFDM, and also harmonic signals like rectangle our saw-tooth waves. There really is nothing special about "harmonics".