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