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