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)(11,15)(12,13)(14,16)(25,26)(27,31)(28,32)(29,30)(33,35)(34,38)(36,37)(39,40)(2,5)(3,8)(9,10,12,13)(11,15,16,14)(18,21)(22,24)(26,30)(28,36)(31,33)(34,40)(2,5)(6,7)(10,13)(14,15)(17,18,20,21)(19,22,23,24)(25,26)(27,33)(28,32)(29,30)(31,35)(34,39)(36,37)(38,40)(1,2)(3,6)(4,5)(7,8)(9,10)(11,14)(12,13)(15,16)(17,19,20,23)(18,22,21,24)(25,27,29,35)(26,31,30,33)(28,34,36,40)(32,38,37,39)(1,3,4,8)(2,6,5,7)(9,11,12,16)(10,14,13,15)(25,28,29,36)(26,32,30,37)(27,34,35,40)(31,38,33,39)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.