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