One vertex per element, one color per generator, with an edge from x to x·s.
(1,2,4,5)(3,7,8,6)(9,10)(11,15)(12,13)(14,16)(17,18,21,20)(19,23,24,22)(26,30)(28,35)(31,36)(34,39)(2,5)(3,8)(10,13)(11,16)(17,18,21,20)(19,22,24,23)(27,33)(31,36)(34,39)(38,40)(2,5)(6,7)(9,10,12,13)(11,14,16,15)(17,18,21,20)(19,22,24,23)(25,26)(27,31)(28,32)(29,30)(33,36)(34,38)(35,37)(39,40)(1,2)(3,6)(4,5)(7,8)(9,10)(11,14)(12,13)(15,16)(17,19,21,24)(18,22,20,23)(25,27)(26,31)(28,34)(29,33)(30,36)(32,38)(35,39)(37,40)(1,3,4,8)(2,6,5,7)(9,11)(10,14)(12,16)(13,15)(17,20,21,18)(19,23,24,22)(25,28,29,35)(26,32,30,37)(27,34,33,39)(31,38,36,40)A Cayley diagram is a choice, not a fact about the group. Another drawing of this group — in a book, or on a different generating set — may look nothing like this one.