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