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