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