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