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