why my new apple watch series 5 dont have ecg software?

Are you in a supported region? https://www.apple.com/watchos/feature-availability/#branded-ecg

Note that the Apple Watch and physical location in the world may impact the apps availability.

I have a series 5 so your question puzzled me. So I googled it to refresh my memory. https://support.apple.com/en-us/HT208955

hope this helps.

Also check the app store on your watch or on the Watch app or your phone and search for ecg. The first ones to show will not be the one for you watch. It would be much further down and should not be a paying app or need a subscription to use. The questions here in this community at times send me searching to see what is up? And yes, some regions would not have it. I sent the earlier link because it tells you how to set it up and I thought maybe you didn't know that you had to start off on your phone to set it up.