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