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