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