The common way for Point and Shoot cameras is to zoom with a + or - button or a rocker switch while looking at the rear display or the viewfinder if it has one. That is not the case with digital SLR cameras and zoom lenses. The little P&S cameras just don't have room on the lens for this extra ring. If you are coming from a P&S camera for the first time you should read up on your camera and lens and become familiar with how all the controls work. And as Brian mentioned not all lenses for SLR cameras are zoom lenses.
Enjoy your D5100 camera. It will take beautiful photos for you. But become familiar with how it works at the same time. And use the viewfinder for your zooming and composition. It's the better way to go when hand holding the camera