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