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