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