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