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