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