Have you followed these steps? https://support.sonos.com/s/article/4805?language=en_US

If I go into the room the FIVE is in adding a sub isn’t an option, only set up a stereo pair. 

Is your Sub plugged in?

Have you tried resetting your router?

Yes it’s working in a different room with my surrounds and beam

The Sub needs to be disconnected from the Beam before you connect it to your Five. 

Follow these steps to remove the Sub: https://support.sonos.com/s/article/4806?language=en_US

Thanks, so they aren’t interchangeable to rooms until removed. Are all the speakers like that. 

The Sub can only be connected to one room at a time. If you want to connect it to a different room, it would have to be removed from its current room.

In general, all Sonos speakers can only function in one particular setup at a time. For example: If you wanted your Ones to act as a stereo pair with the Sub, you would have to remove the Ones as surrounds and Sub from your Beam, then pair your Ones as a stereo pair, and then add the Sub to your pair of Ones. Your Ones cannot act as both a stereo pair and surrounds for your Beam at the same time.

Thank you so much for your help 

If I have another sub I guess that’s not an issue ?

Yes, the other option would be to purchase another Sub.