In the talk I will present the phase diagram of the SU(2) Yang-Mills theory in 5 dimensions, obtained by numerical simulations of a discretised version of this theory. The lattice system shows a dimensionally-reduced phase where the extra dimension is small compared to the four dimensional correlation length. In the low-energy regime of this phase, the system behaves like a four-dimensional gauge theory coupled to an adjoint scalar field. I will show how, by tuning
the bare parameters of the lattice model, one can identify lines of constant physics, and analyse the behaviour of the non-perturbative scalar mass as a function of the compactification and the cut-off scales. The perturbative prediction that the effective theory contains a light particle with a mass that is independent of the cut-off is tested against non-pertubative results. Other recent works on five-dimensional theories on the lattice will be reviewed as well.