I'm upgrading to .NET 4.5 at work for some projects and I was using EF 5. Do I still need to reference EF 5 from all the projects?
Yes, you will still have to reference EF -- it's not baked into
System or one of the core .NET assemblies.
However, if your project was pre-.NET 4.5, you were referencing EF 4.4, not really EF 5. The version of the assembly is different than the version of EF for the 4.5 .NET Framework. So you would want to make sure you upgrade your version of EF to the true EF5 which is supported on the .NET 4.5 Framework.
This article explains it pretty well.