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