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