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