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