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