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