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