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