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