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