Laser goggles do not block laser beams, they attenuate laser beams. Even if you had a pair of goggles rated at OD3 and shined 1mW into it, *some* light will make it through - in this case, 0.001mW. If your goggles were OD10, then the amount of light passing through would be 0.0000000001mW. So there is still light passing through, it's just a matter of whether that amount of light matters - the limit for direct eye exposure is 5mW for 0.25 seconds to avoid eye damage. Note that even 1mW could potentially do damage to the eyes at exposures greater than 0.25 seconds - think staring directly into the sun (which outputs, very generally and very approximately, the equivalent visible light flux of a 1mW laser)
To answer your question more directly, 5mW of laser light will not really show a visible beam (it is there, and in a dark enough room, you will be able to see it - it's just difficult to see). However, 5mW shown onto a wall will show a visible dot - even 0.5mW is noticeable (most of those cheap red presentation laser pointers are 0.5mW - 1mW). If your 5W laser going through your goggles is not even showing a noticeable dot on the other side, then it is likely that your goggles are much more than OD4 (or, your 5W laser is not actually 5W). The only way to really tell OD values is to measure the amount of light going into the goggles and the amount of light exiting the goggles
However, I still stand by my point that goggles that do not have OD ratings stamped on them are not designed with lasers in mind. There is no guarantee that one pair of goggles blocking 5W sufficiently will mean that another pair will be safe to use. There is also no guarantee that just because one part of the goggles does demonstrate >OD4 capabilities, that the rest of the goggle also has >OD4 protection