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