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