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