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