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)(11,15)(12,14)(13,16)(17,18,21,19)(20,23,24,22)(25,26,30,31)(27,28,34,32)(29,37,38,33)(35,40,39,36)(3,8)(6,7)(9,10)(11,15)(12,14)(13,16)(17,19,21,18)(20,23,24,22)(26,31)(27,34)(29,38)(36,40)(2,5)(6,7)(9,10,12,14)(11,13,16,15)(25,27,30,34)(26,32,31,28)(29,39,38,35)(33,36,37,40)(1,2)(3,6)(4,5)(7,8)(9,10)(11,13)(12,14)(15,16)(17,20)(18,22)(19,23)(21,24)(25,28,30,32)(26,27,31,34)(29,40,38,36)(33,39,37,35)(1,3,4,8)(2,6,5,7)(9,11,12,16)(10,13,14,15)(25,29)(26,33)(27,35)(28,36)(30,38)(31,37)(32,40)(34,39)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.