I guess you are using one of the many templates from the Cryengine launcher. In those templates you have almost nothing, so you would have to implement them by yourself.
Here you can find some useful resource to register a new vehicle entity
And here you can find a small guide on vehicle modelling and setup.
But if you want just start using a vehicle without having to implement it from scratch, I suggest you to download and use the CRYENGINE GameSDK Sample Project that comes with some cool stuff, such as different categories of vehicles, particles, objects and an actual player.
Please note that these guides from the official documentation were developed for CryEngine 3.X but they should work also for CryEngine 5.X
I hope I helped you :)