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