I have the 3-9 but I think they are the same for all of them. From the rear it is counter clockwise. They can come really tight from the factory. you may need to just grab the eyepiece and rotate it just a bit which will free the lock ring enough to turn. The lock ring is located on the same threads as the eyepiece so it is simply a matter of loosing the lock ring CCW toward the power ring, setting the focus, then tightening it back up.
Did you get illuminated? Did you get the new milquad reticle? I really like mine and the 5-20 is even nicer with the hollow quads. In my mind they are about as good as anything out there if you don't mind missing out on a couple bells and whistles like zero stops. But build quality, durability, clarity/brightness, and repeatability is off the charts, especially when the price is factored in.
It is illuminated and mil/mil with the milquad reticle. It is a very very nice scope. I got it for a Rem 700 5R 300 Mag I'm hoping to push out past 1,000 in conjunction with a Zeiss LRF. Is my first true long range weapon.