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