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