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