You do not need to call and check out...I have frequently left hotels without passing by the desk. They just charge you like normal, although if I do that, I try and call and let them know they can have the room back, although it won't materially impact you.

That being said, I have had hotels where I did not return to the room one night due to other business during a long stay, and they checked me out and ended my stay early, which I discovered upon my return. So, generally if you are planning on doing a 5 night stay and not appearing past the first moment, you may have some issues, or you may have none depending on the hotel.