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