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