For industrial purposes, the 95% ethanol-water azeotrope is separated by adding benzene. This forms a trinary water-ethanol-benzene azeotrope that distills off first, then a binary benzene-ethanol azeotrope for the excess, leaving pure alcohol. This "pure" alcohol remains few ppm contaminated with benzene, so is useless for diluting and imbibing -- people who violate that rule end up with a very specific type of liver cancer from benzene exposure.
You could try to remove the last 5% water with an anhydrous salt, but you will lose a lot of product, as the powder crystallizes into chunks trapping your ethanol.
If you need for some chemical application, it's better to just purchase it, benzene impurity and all. If you intend to drink it, the criminality of bootlegging aside, just drink the 95% pure distillate -- it's just 5% water, drink 5% more and you're just as drunk.