Yes, the order of an elliptic curve group gives the number of points in that group and n is the order of secp256k1. If an addition were to result in something larger than the group's order, you apply n as a modulo, and the result lands back within the order.
It follows that the private key n+5 is effectively the same as the private key 5 on secp256k1.
For example, while operating in the natural numbers ℕ we know that 13 + 15 = 28. But if we do the same addition on the field ℤ17 (which is limited via mod 17), the same addition would result in 13 + 15 = 11 (28 mod 17). Likewise, you'd get 16 + 16 + 16 = 14 (48 mod 17) in ℤ17.
As Pieter points out, the private key 0 is not valid as it produces the neutral element on secp256k1, the point at infinity.
You may also be interested in this explanation what secp256k1 looks like.