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