The Core i5-5200u is a pretty good CPU. The difference between "u" model and "m" model CPU basically boils down to clockspeed. For example, the i5-4200u has a max turbo boost speed of 2.6GHz while the i5-4200m has a max turbo boost speed of 3.1GHz. The performance of the CPU is important for games, but what is more important is the graphics chip. Many people build / buy desktop PCs with AMD CPUs, they are much weaker than Intel CPUs, but they are still able to get good enough performance with the right graphics card.
So can a laptop with a Core i5-5200u play GTA 5? Yes, but that depends on what graphics chip is in the laptop.