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