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