Cannot find where php5-fpm is stored in MacPorts I installed php5 from macports. But i can't find php-fpm for start.
Look in /opt/local/sbin and /usr/sbin/

I used console command:

sudo port install php5 

May be need some like php5 +fastcgi fscgi
FPM support is still in the works at this writing; see Trac ticket #26039.