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