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