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