If your keys really are numbers, you can just use the "For 1 to 5" event and use Dictionary.Get("loopindex"&loopindex). If not, you'll just have to track the range manually and only perform the Action when appropriate.
The System loopindex and Stop action have nothing to do with the Dictionary object.
Edit: you updated as I was writing. "KeyIndex" from 1 to 5 is all you need here.