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