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