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