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