Through an Excel-File with DDE links I was able to provide realtime data to WL.

If I open the S&P500 chart for example and activate the streaming, the data of the
chart and the DDE cell match.
In the status line it shows that the "DDE Streaming Provider" is selected in the preferences.

But if I want to reduce the scale of the chart (to 5 minutes for example), there is an error
message coming up: "5 Minute data scales are not supported by the data provider: Yahoo! Finance"

How can I switch to a lower scale than "Daily" in a chart, when realtime data available ?

The Yahoo! provider is a EOD only data feed. You can't switch it down to a lower scale because the requested data surely doesn't exist there. But if you open a real intraday data source (5-min Google data, for example), I think that should work.