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