To select the range E5:J10 on another worksheet (Sheet5) in the same workbook, you can use either of the following examples:
Application.Goto ActiveWorkbook.Sheets("Sheet5").Range("E5:J10")
Application.Goto ActiveWorkbook.Sheets("Sheet5").Range("E5", "J10")
Or, you can activate the worksheet, and then use method 4 above to select the range:
Sheets("Sheet5").Activate
ActiveSheet.Range(Cells(5, 5), Cells(10, 10)).Select