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