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