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