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