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