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