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