The "Final Five" were the last survivors of the thirteenth colony called "Earth," who came to prevent the same catastrophe on the other twelve, though they arrived too late to prevent it.

They then managed to negotiate a deal with the Toaster Cylons to help them create fleshy, human-like Cylons, and that's why the war ended.

I can't remember if the Final Five arrived during the war, or if there's enough wriggle room there for them to show up during "Caprica."