You can also tap the dot in the bottom to navigate to any specific pages. You can flick left or right to navigate to other widget pages. You are now redirected to widget list page as shown below. Here you can set Galaxy S5 wallpapers and change some home screen settings (e.g., turn off My Magazin on Galaxy S5 home screen), in addition to managing Galaxy S5 widgets. In home screen editing mode, you can find 3 button in the bottom of the screen.
You may refer to this guide on how to access Galaxy S5 hardware menu button. As an app usually have many features and data, the widget shows. This actually opens the menu option for home screen panels. For example, you can use weather widget to display weather info on the home screen directly.
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Samsung Galaxy S5 Android Lollipop User Guide (PDF).