${\frak sl}(2)= \left\{ \begin{bmatrix}a & b \\ c & d \end{bmatrix}: a + d=0\right\}= \text{span}\left\{H,E,F\right\}$
where $H = \begin{bmatrix}1 & 0 \\ 0 & -1 \end{bmatrix},$ $E = \begin{bmatrix}0 & 1 \\ 0 & 0 \end{bmatrix}$ and $F = \begin{bmatrix}0 & 0 \\ 1 & 0 \end{bmatrix}.$
Also, the brackets $[H,E]=2E,$ $[H,F]=-2F$ and $[E,F]=H$ provide an alternative (isomorphic) way of understanding the Lie algebra. With some handwringing after the last sentence it seem clear, but then the pictorial creativity is unleashed at the beginning of this nice lecture with this representation of the $5$-dimensional representation:
The dots represent "basis elements" and $E$ (in orange) sends each element to the next one from left to right, while $F$ (green) does the opposite, and $H$ in purple sends each element to itself. The numbers denote multiplicity.
The lecturer at that point picks the fourth white dot from the left calling it a vector, and he checks the basic arithmetic following the arrows and multiplicity notations to confirm that $[E,F]=H$ as $EF - FE=6 - 4= 2.$
Very elegant, but can you please show me what that vector ("basis elements") - the white dots - would look like so that I can reproduce what's being done with basic linear algebra matrix to vector multiplication?
As it turns out, a lot of meaningful information as it pertains to the actual issue behind the question is buried in comments, so here is a summary. Besides the matrices provided in the accepted answer, there is a different set that matches - up to some possible sign adjustment of doubtful conceptual relevance - the diagram (thank you @Torsten Schoeneberg) as such:
$$\begin{align} H&=\Tiny{\begin{bmatrix}\color{blue}4&0&0&0&0\\0&\color{blue}2&0&0&0\\0&0&\color{blue}0&0&0\\0&0&0&\color{blue}{-2}&0\\0&0&0&0&\color{blue}{-4}\end{bmatrix}}\\ E&=\Tiny{\begin{bmatrix}0&\color{orange}4&0&0&0\\0&0&\color{orange}3&0&0\\0&0&0&\color{orange}2&0\\0&0&0&0&\color{orange}1\\0&0&0&0&0\end{bmatrix}}\\ F&=\Tiny{ \begin{bmatrix}0&0&0&0&0\\\color{green}{1}&0&0&0&0\\0&\color{green}{2}&0&0&0\\0&0&\color{green}{3}&0&0\\0&0&0&\color{green}{4}&0\end{bmatrix}} \end{align} $$
These matrices do fulfill the bracket relationships, and follow the diagram to a sign change, reflecting the multiplicity values written in colors on the board. For example $e_4=\Tiny\begin{bmatrix}0&0&0&1&0\end{bmatrix}^\top,$ corresponding to the fourth white dot, and performing the bracket $[E,F]:$ This is the composition $E\circ F(e_4)$. Starting with $EF,$ $F\cdot e_4=4 e_5$ and composing this result with $E,$ we obtain $4 e_4.$ Whereas $FE$ will entail starting with $E\cdot e_4 = 2 e_3$ which then becomes $2F\cdot e_3=6e_4.$ Therefore $4e_4-6e_4=-2e_4,$ as opposed to the positive $2$ in the lecture.
The leftward extreme example $\Tiny e_1=\begin{bmatrix}1&0&0&0&0\end{bmatrix}^\top,$ under the action of the same bracket should result in $4e_1-\mathbf 0=4e_1.$ Following the diagram, $EF$ would turn out $0,$ because there is no green arrow originating in the first dot, and $FE$ would be $4e_1,$ which would pick up a $-$ in the commutator.