You need to download pellet manually. Its github address is : https://github.com/Complexible/pellet/blob/master/protege/plugin/com.clarkparsia.protege.plugin.pellet.jar
After download it, you go to your installed Protege 5 directory, for me, it‘s C:\Program Files (x86)\Protege-5.0.0-beta-17
Then place the downloaded pellet .jar file into plugin folder.
You restart your protege, and click reaoner tab, you can see that pellet is there.
How to install Pellet reasoner plugin with Protege 5
原文：http://www.cnblogs.com/RuiYan/p/4550777.html