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