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