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