You've knit the first set of sts, 36sts for the smallest size for example and placed them on a holder or another needle. Then you cast off the next 16sts and now you have 36sts left on the working needles. Work the next direction on those same 36sts. They should still be on your working needles.
Work 5 rows straight means to knit those rows in stockinette as you have been doing but without any shaping, no increases or decreases.