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