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