Hi Lorna;
The "Migration Assistant" does not migrate any aspect of your PB 5 application. It only merely advises you on what code / commands might need to be refactored in version 5 and/or PB 2019 in order to align your Apps code to run under version 2019.
Since your migrating an app that existed before the "workspace" object existed, you'll need to create a new WS in PB2019 & Target for your old App first. It's only in the new Target object where you'll specify "use existing application". The the IDE will prompt you for the PB Application Object and PBLs to use. Once that is done, the real migration will start.
Take careful note of any suggested fixes recommend by the migration assistant. Some recommended changes may only be done in PB v5 & before any migration starts.
HTH
Regards ... Chris