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