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)(11,12,16,14)(19,23)(21,24)(25,26,31,30)(27,34,28,32)(29,37,38,33)(35,39,36,40)(2,5)(3,7)(9,11)(10,14)(12,15)(13,16)(25,27,31,28)(26,32,30,34)(29,35,38,36)(33,39,37,40)(2,5)(6,8)(10,15)(11,16)(17,18,20,22)(19,21,23,24)(25,28,31,27)(26,32,30,34)(29,35,38,36)(33,40,37,39)(1,2)(3,6)(4,5)(7,8)(9,10)(11,12)(13,15)(14,16)(17,19,20,23)(18,21,22,24)(25,29,31,38)(26,33,30,37)(27,35,28,36)(32,39,34,40)(1,3)(2,6)(4,7)(5,8)(9,12)(10,11)(13,14)(15,16)(25,30,31,26)(27,32,28,34)(29,37,38,33)(35,39,36,40)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.