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