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