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