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