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