Let $y = mx+b$ be the equation of the tangent line. Then since $(5,-2)$ is on this line, we know that $-2 = 5m + b$ so that $\boxed{b = -2 - 5m}$.
Now consider the system of equations:
$$\begin{cases}
x^2 + y^2 = 9 \\
y = mx + b
\end{cases}$$
Substituting, we find that:
\begin{align*}
x^2 + (mx+b)^2 &= 9 \\
x^2 + (m^2x^2 + 2mbx + b^2) &= 9 \\
(1 + m^2)x^2 + (2mb)x + (b^2 - 9) &= 0
\end{align*}
But since the line is tangent, we know that this system must have exactly one intersection point so that the discriminant of the above quadratic equation must be zero. Thus:
\begin{align*}
(2mb)^2 - 4(1+m^2)(b^2 - 9) &= 0 \\
4m^2b^2 - 4b^2 + 36 - 4m^2b^2 + 36m^2 &= 0 \\
9m^2 - b^2 + 9 &= 0 \\
9m^2 - (-2-5m)^2 + 9 &= 0 \\
9m^2 - (4 + 20m + 25m^2) + 9 &= 0 \\
-16m^2 - 20m + 5 &= 0 \\
m &= \frac{-(-20) \pm \sqrt{(-20)^2 - 4(-16)(5)}}{2(-16)} \\
m &= \frac{-5 \pm 3\sqrt 5}{8}
\end{align*}
Thus, the equations of the two tangent lines are:
$$\begin{cases}
y = \left(\dfrac{-5 - 3\sqrt 5}{8} \right)x -2 - 5\left(\dfrac{-5 - 3\sqrt 5}{8} \right) \\
y = \left(\dfrac{-5 + 3\sqrt 5}{8} \right)x -2 - 5\left(\dfrac{-5 + 3\sqrt 5}{8} \right)
\end{cases}$$