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