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)(11,23,29,37)(12,14,20,15)(13,30,33,31)(16,21,32,19)(18,27,38,26)(24,35,40,34)(25,39,28,36)(2,5)(6,7)(9,11,15,27,17,29,14,26)(10,18,20,37,22,38,12,23)(13,25,16,34,33,28,32,35)(19,36,31,24,21,39,30,40)(9,12,15,10,17,20,14,22)(11,24,27,39,29,40,26,36)(13,30,16,19,33,31,32,21)(18,35,37,25,38,34,23,28)(1,3,4,8)(2,6,5,7)(9,13,15,16,17,33,14,32)(10,19,20,31,22,21,12,30)(11,25,27,34,29,28,26,35)(18,36,37,24,38,39,23,40)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.