Technically, in Dota you only control 1 unit. That being said, I don't know if OpenAI's algorithm had 5 independent agents controlling 1 unit each, or 1 agent controlling 5 units.
But because the agents were all trained together, they kind of operate as a unit.
Coordination
OpenAI Five does not contain an explicit communication channel between the heroes’ neural networks. Teamwork is controlled by a hyperparameter we dubbed “team spirit”. Team spirit ranges from 0 to 1, putting a weight on how much each of OpenAI Five’s heroes should care about its individual reward function versus the average of the team’s reward functions. We anneal its value from 0 to 1 over training.
(I never played dota2, that's all I know about the game ;)