That is done by using the analogRead() function (analogRead() reference). Unfortunately for your needs this is too granular giving 5000mV/1023 = 4.9mV per step by default so it might be able to tell you something was present by returning a 1 or a 0 only. Depending on your requirements that might be sufficient, but there is a way of improving this, by setting analogReference(EXTERNAL) first and connecting a 5mV source to the AREF pin on the Uno, redefining the maximum value to 5mV rather than 5V (analogReference() reference page.
No, not possible to wire a 5mv voltage to the AREF pin, minimum amount is 1.0vdc per datasheet.
Lefty