Hi there, My 5 month old is beginning to roll so I set up his cot yesterday but he keeps rolling to his side/stomach. He can roll from back to belly but not belly to back. I keep reading and it says to roll him back to his back when I notice this but I'm afraid if it happens when I'm sleeping? He sleeps with his arms out in a sleeping bag. Please if you could give me some advice. Thank you

Most babies will be rolling over by 4- 5 months. Some earlier, some later.
This is very normal as babies grow & become stronger.
Many babies then prefer to sleep on their side or tummy.
This is not something that needs to be stopped. It is important to make his new environment as safe as possible.
https://rednose.org.au/article/what-do-we-do-now-that-a-baby-has-started-to-roll-over

Glad you have transferred him to a cot now & ceased swaddling.
Babies need their arms free & the space of a cot to roll well.

Is the cot mattress firm & flat?
Is there any loose or soft objects in his cot?
How does he go with tummy time when awake? Is he holding his head well &/or reaching for toys?
Does he roll/wriggle around the cot (or floor) when awake?
What does he do if you roll him back when you see him on his side or tummy?

Always still place him on his back for sleep.

Have a read of the Red Nose information now that he is rolling. 
“Give baby extra tummy time to play when awake and supervised as this helps baby to develop stronger neck and upper body muscles which in turn enables them to roll back over.
Make sure that baby is on a firm and well-fitting mattress that is flat (not tilted or elevated).
Make sure that baby’s face and head remains uncovered (do not use lambswool, doonas, pillows, cot bumpers or soft toys)

As babies grow and develop, they become very active and learn to roll around the cot.
At this time, continue to put them on the back at the start of sleep time,  but let them find their own position of comfort”
https://rednose.org.au/article/what-do-we-do-now-that-a-baby-has-started-to-roll-over