Should I apply some window before FFT if I want to find 5 frequencies in signal? Signal is pure 5 sinusoids + some noise generated during recording on analog cable.
Windowing, in the context of DFT, is used to reduce the side-lobes or spectral leakage which happens because you work with finite length discrete signals.
Now, if is sum of sinusoids that are periodic in the observation time (that means that each sinusoid completes an integer amount of periods), then the DFT will be a series of delta function with no side-lobes.
However, in a more realistic scenario, the DFT of your signal should be effected by the spectral leakage. In that case, it is possible that some of the side-lobes will have greater magnitude than some of the sinusoids and if you try to select the 5 frequencies with the greatest magnitude, you will get the wrong results.
To sum it up simply: Yes, you should use some kind of windowing. It doesn't actually meter which window function you use. As suggested, Hamming window is a good choice.