Hydrates?

[SSHan]

When Cu2SO4·5H2O is heated, the deep blue color of the hydrate changes to a white color as the water evaporates and the hydrate becomes anhydrous. Can anyone please explain to me why this happens? Thank you!

 

Edit: In addition, I notice that there are five molecules of water per formula unit of Copper (II) Sulfate. I know that four of them are attached to the Cu by coordinate covalent bonds, and one is bonded to the sulfate ion. In addition to that last question, how would a water molecule bond to that sulfate ion? Again, please and thank you!