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