It is now quite easy to add TWRP on the Sony Xperia Z5. You can do this by installing the new root kernel zip archive. After installing this archive on your Xperia Z5, your phone’s LED will be lit for three seconds and it will vibrate once too.
Now you can press the volume up button to run the TWRP or press volume down to turn recovery from fota kernel partition. Keep in mind that it leaves a copy of new boot image in the internal storage of SD card if you want to save it somewhere else. You can flash it later with flashboot if required.
After installing TWRP on Z5, you will be able to install custom ROMs on it and do all sorts of hacks on it. Keep in mind that the warranty will be void after installing TWRP and doing root on it. To revert back, you can install stock Xperia Z5 firmware on it.