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