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