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