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