We are given that \( \int f(x) \, dx = g(x) \). This implies that the derivative of \( g(x) \) is \( f(x) \), i.e.,
\[
f(x) = \frac{d}{dx} g(x)
\]
We are asked to evaluate \( \int x^5 f(x^3) \, dx \).
To solve this, let us perform a substitution. Let \( u = x^3 \). Then, \( du = 3x^2 dx \). Rewriting the integral:
\[
\int x^5 f(x^3) \, dx = \int x^2 \cdot x^3 f(x^3) \, dx
\]
Substituting for \( u \), we get:
\[
\int x^2 \cdot f(x^3) \, dx = \frac{1}{3} \int u^2 f(u) \, du
\]
Now, using the fact that \( f(u) = \frac{d}{du} g(u) \), we get:
\[
\frac{1}{3} \int u^2 \frac{d}{du} g(u) \, du
\]
This is equivalent to:
\[
\frac{1}{3} u^3 g(u) - \int u^2 g(u) \, du + c
\]
Substituting back \( u = x^3 \), we obtain:
\[
\frac{1}{3} x^3 g(x^3) - \int x^2 g(x^3) \, dx + c
\]
Thus, the correct answer is \( \boxed{(b)} \).