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