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