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