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