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