One warp point is unlocked through standard gameplay in an early mission, the other 4 need to be located and unlocked. They can be unlocked early on, although there have been reports that they don't appear until after Operation: Heaven sent is complete.
To unlock them easily, go into the 'Missions' menu and scroll down to the 'Tasks' section. There will be a tab saying 'Inactive Warp Point' or something similar. Press
to open it up, the select one of the inactive warp points to make a waypoint for it appear. Go to where it points you and hit the
button to plant the warp thingamajig and activate the warp point. Rinse and repeat for however many are still inactive.