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