Are you using the phone on AT&T, Verizon or Sprint? If so, these carriers have removed the app from the phone. Only US Cellular and T-mobile have the app on their versions of the S5.

To get it you'll have to root the phone and download the program. Here are some hints to get it working on XDA: Download booster found and working-->not really - xda-developers

I'm not sure if I'm doing something wrong or there is something missing on the phone, but I can't find any reference to the download booster app at all on my new s5. It's supposed to let you download things using wi-fi and 4g at the same time. So, where is it?