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