[Note: This answer was updated according to @MarcoGolla's comment to avoid a potential circularity.]
(1) I suppose that you are asking for an explicit constructionThe existence of such a bordism. Its existence is already answered by your question; that $\mathbb{C}P^2$question: "$\mathbb{CP}^2$ generates $\Omega^{SO}_4$ just" literally means any closed oriented smooth 4-manifold is oriented cobordant to some copies of $\mathbb{C}P$$\mathbb{CP}^2$ or $\overline{\mathbb{C}P}^2$.
$H^2(K3,\mathbb{Z})$ is a rank-22 unimodular lattice and can be decomposed as $2\,\overline{E_8}\oplus 3\,H_2$. Here $\overline{E_8}$ means the negative $E_8$ lattice. $H_2$ means the rank-2 hyperbolic lattice$\overline{\mathbb{CP}^2}$. The $E_8$ lattice is not diagonalizable but stably diagonalizable, i.e., $E_8\oplus \overline{I}\simeq \overline{I}\oplus 8\,I$, where $I$ denotes the positive rank-1 unimodular latticeSo I suppose that you are asking for an explicit bordism. Therefore,
$$H^2(K3,\mathbb{Z})\oplus2\,I\ \simeq\ \oplus 16\,\overline{I}\,\oplus 2\,I\,\oplus 3\,H_2\,.$$
According to Freedman's theorem As @MarcoGolla pointed out, this meansthere is a homeomorphism between the two connected sumsdiffeomorphism
$$K3\ \#\ 2\,\mathbb{C}P^2\ \simeq\ \#\ 16\,\overline{\mathbb{C}P^2}\ \#\ 2\,\mathbb{C}P^2\ \#\ 3\,S^2\!\times\!S^2$$$$K3\mathbin\#\mathbb{CP}^2\ \simeq\ 4\mathbb{CP}^2\mathbin\#19\overline{\mathbb{CP}^2}\,,$$
because both sides are smooth. This probably fails to be a diffeomorphism. But a stabilization theorem of C.Tby Exercise 8.C3. Wall says that we can always obtain a diffeomorphism by adding sufficiently many copies of4(d) in Gompf and Stipsicz's book $S^2\!\times\!S^2$4-manifolds and Kirby Calculus. Namely, there is an integer $k$ such that we have a diffeomorphism
$$K3\ \#\ 2\,\mathbb{C}P^2\ \#\ k\,S^2\!\times\!S^2 \ \simeq\ \#\ 16\,\overline{\mathbb{C}P^2}\ \#\ 2\,\mathbb{C}P^2\ \#\ (3\!+\!k)\,S^2\!\times\!S^2\,.$$
Now, considering the traces ofTracing the connected sums on both sides, we obtain ana compact oriented bordismsmooth 5-manifold $W_1$ fromwith boundary
$$\partial W_1\ \simeq\ K3\amalg 20\mathbb{CP}^2\amalg 4\overline{\mathbb{CP}^2}\,.$$
Gluing $K3\coprod 2\,\mathbb{C}P^2\coprod k\,S^2\!\times\!S^2$ to$W_1$ with 4 copies of $\coprod 16\,\overline{\mathbb{C}P^2}\coprod 2\,\mathbb{C}P^2\coprod (3\!+\!k)\,S^2\!\times\!S^2$. Viewed in an alternative way$\mathbb{CP}^2\times I$ along the boundary, $W_1$ is anwe obtain a compact oriented bordism fromsmooth 5-manifold $K3$ to$W_2$ with boundary
$$\coprod 18\,\overline{\mathbb{C}P^2}\coprod 2\,\mathbb{C}P^2\coprod (3\!+\!2k)\,S^2\!\times\!S^2\,.$$$$\partial W_2\ \simeq\ K3\amalg 16\mathbb{CP}^2\,.$$
It is then a trivial task to find an oriented bordism $W_2$ from the above to $\coprod 16\,\overline{\mathbb{C}P^2}$. Hence the combination of $W_1$ andHence $W_2$ gives an oriented bordismis what you want.
You may find relevant materials in AlexandruIn addition to 4-manifolds and Kirby Calculus mentioned above, Scorpan's book The Wild World of 4-manifoldsThe Wild World of 4-manifolds and the references thereof. I don't know the minimal value of $k$ above, which might be just zero. Thank @MarcoGolla for pointing out another similar construction and sharingis also a useful referencegood place to learn about 4-manifolds.
(2) I don't quite understand the question. If you have a connected spin 5-manifoldmanifold, it induces a spin structure on each connected component of its boundary.