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