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