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