Real time market data is automatically connected to MT5 when you open an account (demo account or real/live account).
The
set of symbols to trade is proposed by the broker (one broker is proposing Crude Oil to trade, the other broker is proposing DAX, and so on).
It is less than 1 min to open demo account for practising, and you can open real/live account according to the rules of the broker:

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Hi everyone,
I am new to MT5 and can't seem to find how to obtain real time market data for equities. My brokerage is Interactive Brokers and I don't know where to obtain data or how to connect the real time market data to MT5. This has to have been answered somewhere and a link would be very appreciated.
Thanks
Mick