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