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