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