Plot3D[{-5 - x - y, -Sqrt[8 x^2 + 8 y^2]}, {x, -5, 5}, {y, -5, 5},
Mesh -> None, BoxRatios -> {1, 1, 1}, PlotLegends -> "Expressions"]

Plot3D[{-5 - x - y, -Sqrt[8 x^2 + 8 y^2]}, {x, -5, 5}, {y, -5, 5},
Mesh -> None, BoxRatios -> {1, 1, 1}, PlotLegends -> "Expressions"]

Using BoundaryStyle
Use the option BoundaryStyle and set the option value to {{1, 2} -> Directive[Thick, Red]}:
Plot3D[{-5 - x - y, -Sqrt[8 x^2 + 8 y^2]}, {x, -5, 5}, {y, -5, 5},
Mesh -> None, BoxRatios -> {1, 1, 1},
BoundaryStyle -> {{1, 2} -> Directive[Thick, Red]} ]

Note: This particular usage for BoundaryStyle in not documented. The earliest reference on this site is this answer by Daniel Lichtblau
Using MeshFunctions
Use the difference between the two functions as the setting for option MeshFunctions:
Plot3D[{-5 - x - y, -Sqrt[8 x^2 + 8 y^2]}, {x, -5, 5}, {y, -5, 5},
MeshFunctions -> {-5 - # - #2 - (-Sqrt[8 #^2 + 8 #2^2]) &},
Mesh -> {{{0, Directive[Red, Thick]}}}, BoxRatios -> {1, 1, 1},
PlotLegends -> "Expressions"]

Find equations for intersection:
Solve[-5 - x - y == -Sqrt[8 x^2 + 8 y^2], x]
{{x -> 1/7 (5 + y - 2 Sqrt[2] Sqrt[25 + 10 y - 6 y^2])}, {x -> 1/7 (5 + y + 2 Sqrt[2] Sqrt[25 + 10 y - 6 y^2])}}
Range of y:
Solve[25 + 10 y - 6 y^2 == 0, y]
{{y -> 5/6 (1 - Sqrt[7])}, {y -> 5/6 (1 + Sqrt[7])}}
Draw intersection:
inter =
With[
{
x1 = 1/7 (5 + y - 2 Sqrt[2] Sqrt[25 + 10 y - 6 y^2]),
x2 = 1/7 (5 + y + 2 Sqrt[2] Sqrt[25 + 10 y - 6 y^2])
},
ParametricPlot3D[{{x1, y, -5 - x1 - y}, {x2, y, -5 - x2 - y}},
{y, 5/6 (1 - Sqrt[7]), 5/6 (1 + Sqrt[7])},
PlotStyle -> Blue
]
]

Add other objects:
cone = Cone[{{0, 0, -Sqrt[200]}, {0, 0, 0}}, 5];
plane = InfinitePlane[{{0, 0, -5}, {-5, 0, 0}, {0, -5, 0}}];
Show[
Graphics3D[{Opacity[0.8], cone, plane}],
inter
]
