Translation:A million, two million, three million, four million, five million.
In English, it would stay singular. This is generally true of all numbers in English. You would not count by saying "one, twos, threes...", you would say "one, two, three...". This is the same for millions: it would be "one million, two million, three million...", not "one million, two millions, three millions...". And saying "they have five millions dollars" would also be incorrect and should be "they have five million dollars".
I think the reason for this might be that in the number "two million", we think of the "two" and the "million" together as a single number that can modify a noun, rather than the "million" being an object being multiplied by the "two". This also applies to most other numbers.
The only exception to this is when "million" is used without another number. For example: "there are millions of people in Indonesia" or "there are billions of stars" or "I have done that hundreds of times". In phrases like this, the number is used as an approximation, and sometimes an exaggeration.
I'm not sure if I explained this well, but I hope it helped.