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