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