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