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)(11,12)(13,14)(15,16)(18,19)(20,24)(25,26)(27,31)(28,30)(29,32)(33,34)(35,39)(36,38)(37,40)(1,2)(3,6)(4,5)(7,8)(9,10,13,14)(11,12,15,16)(17,18,21,19)(20,22,24,23)(26,28)(27,33)(32,36)(35,37)(2,5)(6,7)(10,14)(12,16)(17,19,21,18)(20,22,24,23)(25,27,30,33)(26,31,28,34)(29,37,38,35)(32,40,36,39)(1,3,4,8)(2,6,5,7)(9,11,13,15)(10,12,14,16)(25,28,30,26)(27,34,33,31)(29,36,38,32)(35,40,37,39)(1,2)(3,6)(4,5)(7,8)(9,12)(10,15)(11,14)(13,16)(17,20,21,24)(18,22,19,23)(25,29,30,38)(26,32,28,36)(27,35,33,37)(31,39,34,40)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.