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