I have iPhone 5 with no data here in Canada. What do I need to do to be able to use this phone in the US?

iPhone 5 is a 4G device. Any 4G phone should work in the US - or elsewhere - on any carrier. You may have to contact your Canadian carrier for a roaming plan for the SIM for operation in the US, if only to mitigate the cost of using it out of your carrier's territory. In any case your carrier is the place you should go for advice on your own situation.

Three years ago one of my family took her iPhone 8 overseas from Australia to a couple of countries. She paid a small fee to her carrier for a roaming plan overseas and it worked happily everywhere while she was away including in the US.

Alternatively, as KiltedTim mentioned, you can buy a US SIM for use there.

If it's not carrier locked, all you have to do is put a SIM from a US GSM carrier in it (AT&T or T-Mobile).