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