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)(11,20,22,16)(12,21,23,24)(13,19,15,17)(25,26,28,31)(27,33,35,30)(29,32,37,40)(34,39,36,38)(2,5)(6,7)(9,11,14,22)(10,16,18,20)(12,17,23,19)(13,21,15,24)(25,27)(26,30)(28,35)(29,34)(31,33)(32,38)(36,37)(39,40)(9,12,15,16,14,23,13,20)(10,11,19,21,18,22,17,24)(27,34)(29,37)(30,38)(32,40)(33,39)(35,36)(1,3,4,8)(2,6,5,7)(9,13,14,15)(10,17,18,19)(11,21,22,24)(12,16,23,20)(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.