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