AHT is part of disk 1; it should be printed on the label together with instructions for use. Select disk 1 to boot from and hold down the D key to boot into AHD; pressing C would boot into OS X and load the OS Installer.
That seems to depend on the model of G5 under consideration.
Last night, I found four different generations of PowerMac G5 user manuals at Apple Support. Since they're pdfs weighing in at roughly 10 MB apiece and my DSL connection was a bit flakey due to recent rains, I only downloaded the earliest and latest, and neither of those mentioned the D key (which I thought was an Intel Mac development, anyhow).
The first,
PowerMacG5_UserGuide.pdf, says this:
To use Apple Hardware Test:
1 Disconnect all external devices from your computer except the keyboard and mouse.
If you have an Ethernet cable connected, disconnect it.
2 Insert the “Additional Software & Apple Hardware Test†disc that came with your
computer.
3 Restart your computer and hold down the “C†key as it starts up. A list of available
startup volumes appears. Click Apple Hardware Test and click the right arrow.
The last,
Power_Mac_G5_Late_2005.pdf,says:
To use Apple Hardware Test:
1 Disconnect all external devices from your computer except the keyboard and mouse.
If you have an Ethernet cable connected, disconnect it.
2 Insert the Mac OS X Install Disc 1 that came with your computer.
3 Restart your computer and hold down the Option key as it starts up.
A list of available startup volumes appears.
4 Click Apple Hardware Test and click the right arrow.
