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