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