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