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