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