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