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