Sure, you can say "in one go," as you did above, asking if he has taken all five weeks off at once.
Here's a definition of the set phrase:
The definition says it is "chiefly British," which is true. But I think most Americans know the phrase, too.
I'm trying to think of other similar phrases:
Five weeks in one go?
All five weeks at once?
Just realize "in one go" is less formal, but people will understand what you mean. Plus, it's more fun to say.
As @Davo suggested, a "five-week vacation" is another clear way to say what you mean.