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