I was experimenting with time lapse yesterday and found that the images don't display on the screen as they are being taken but you do get a complete run through of all the images once the (built in) interval timer has finished. If you want to see each image as it's taken, which will eat into battery life, you will need to use an external intervalometer.
I cannot speak for the D5200, but my D800 shows each interval timer image normally on the rear LCD after each one, and also the menu and image recall buttons work normally.