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