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