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