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