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