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