One vertex per element, one color per generator, with an edge from x to x·s.
(1,2,4,5)(3,7,8,6)(9,10,13,11)(12,15,16,14)(17,18)(19,23)(20,22)(21,24)(25,26,29,32)(27,33,34,30)(28,31,36,38)(35,39,40,37)(2,5)(3,8)(9,10)(11,13)(12,15)(14,16)(17,19,22,24)(18,21,20,23)(27,34)(28,36)(30,33)(31,38)(2,5)(6,7)(10,11)(14,15)(18,20)(19,24)(25,27,29,34)(26,30,32,33)(28,35,36,40)(31,37,38,39)(1,2)(3,6)(4,5)(7,8)(9,11,13,10)(12,15,16,14)(17,20,22,18)(19,21,24,23)(25,28)(26,31)(27,35)(29,36)(30,37)(32,38)(33,39)(34,40)(1,3,4,8)(2,6,5,7)(9,12)(10,14)(11,15)(13,16)(17,21)(18,19)(20,24)(22,23)(25,26)(27,30)(28,31)(29,32)(33,34)(35,37)(36,38)(39,40)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.