Is it possible in APEX 5.0 that an End User(a User Created from Admin) can change his own Data? I want that an End User who is logged in in my application can open a page where he can change his (Firstname, Lastname, Password). Is that possible? I know how manage user groups but I didn't find anything for this problem.
Yes this is possible, although you may need to change your authentication scheme.
The way I would approach this is to create a users table in your database and then make a custom authentication scheme which calls on a function to check the logged in users details on login (don't store the password in plain text in the db!).
Then you can simply create a form where the user can change their details (create an application item / computation to reference the current user_id and use this to filter the particular user so that they only see their own details). This will give you much greater control over users and will allow you to do things like set a flag so a user must change their password the first time they log in etc.