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