Can I know how many clicks my Nikon d5000 camera has done?

I couldn't find it in the camera menus, is it there?

I haven't used a D5000, so I don't know if it's in your menus or not. I believe most Nikons don't have shutter count in the cameras.

To find your shutter count, upload your most recent photo (unedited) to the following website
http://www.myshuttercount.com/

Hope this helps.