How to get the Nikon in 5200 PTP Mode? Can not find USB mentioned any where.

I would not use PTP. Too many things can go wrong. Just about all professionals download directly from the SD memory card. Follow the following steps. They are very similar for both Mac and PC.
1) With the power turned off, remove the SD flash memory card from your camera.
2) If your computer has an SD card slot, insert the SD card in the slot. If it does not, there are many USB cable input card readers for under $20. Connect the external card reader to a USB receptacle on your computer. In either case, the computer will use "Plug-n-play" to connect your SD card.
3) Double click either the device or folder on your desktop. The pictures are almost always inside a subfolder. When you open that folder, you will see your photos.
4) Depending on what you want to do with your photos at this point, you may want to move the downloaded pictures to another location or software such as Lightroom or Photoshop.
5) CAUTION! If you want to erase your SD card, DO NOT DO IT VIA THE COMPUTER. Your computer's formatting may not be compatible with your camera's format algorithm. Remove the SD card from the computer or reader and insert it in the camera. Follow the instructions on page 168 of the D5200 manual to reformat the SD card.