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