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