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