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