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