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