When the user is in roaming and latched to visited network (other Network PLMN) it will be connected to E-UTRAN, MME and S-GW of the visited LTE Network. However, LTE/SAE allows the P-GW of either the visited or the home network to be used, as shown in below:
The user will go to his home P-GW through visited network for the home operator's services. The interface between S-GW and P-GW is S5/S8.
S5: If the devices are in the same network.
S8: If they are in different networks (Mainly in Roaming scenarios)
So these interfaces are logical entities if the user is not in roaming and have same operator network. The operator can integrate both S-GW and P-GW in to a single device. Like these S5/S8 interface will get vanishes altogether.