Yes I agree with Micheal, 5 weeks is 'way' too young to take your bird out, it's still growing and any outside illnesses, harness rubbing against areas where feathers have not yet formed, getting a chill from the cold, e.t.c. Can be very determental to your bird's growth and could even cause lifelong deformities.
Just be patient and let the bird wean and grow all it's feathers in, the baby stage only lasts around 18 weeks in Macaws, you should just nurture it from home, let it grow strong and then start to socialise it outside of your house,

.
You can let vistors to your house and yourself interact with the Macaw to let it get used to friendly human contact, just make sure that the person interacting washes their hands first, as baby birds can be very suseptable to any germs. By doing this, the bird will have good associations with humans and so will react much better to going outside and socialising with humans.