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