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)(11,12)(13,15)(14,16)(18,20)(22,23)(26,30)(27,33)(28,35)(38,40)(2,5)(6,8)(9,11,14,15)(10,13,16,12)(17,18)(19,23)(20,21)(22,24)(26,30)(27,33)(32,37)(34,39)(3,7)(6,8)(9,12,14,13)(10,11,16,15)(17,19,21,24)(18,22,20,23)(25,26,29,30)(27,31,33,36)(28,32,35,37)(34,38,39,40)(1,2)(3,8)(4,5)(6,7)(9,13,14,12)(10,15,16,11)(17,20,21,18)(19,23,24,22)(25,27)(26,31)(28,34)(29,33)(30,36)(32,38)(35,39)(37,40)(1,3,4,7)(2,6,5,8)(9,10)(11,13)(12,15)(14,16)(17,19)(18,23)(20,22)(21,24)(25,28)(26,32)(27,34)(29,35)(30,37)(31,38)(33,39)(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.