It's normal, but I can't find an official answer in English yet.
https://www.mql5.com/ru/forum/21374

Обратите внимание, что компилятор переехал внутрь MetaEditor, начиная с 900 билда
- www.mql5.com
Консольный компилятор MQL4/MQL5 остался, обновляется вместе с платформами МетаТрейдер 4/5 и всегда доступен по ссылкам:.
Thanks a lot
I just attach the answer from the Russian Link for Convenience.
Console compiler MQL4/MQL5 stayed updated with the platform MetaTrader 4/5 and is always available on the links:
https://download.mql5.com/cdn/web/metaquotes.software.corp/mt5/mql.exe
https://download.mql5.com/cdn/web/metaquotes.software.corp/mt5/mql64.exe
DLL files are no longer needed him!

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I cannot find mql5.exe and MQL5.dll in version 5.910
OR
mql564.exe
in the terminal directory
Is it a bug?
Can somebody check it please and answer?