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