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