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