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