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