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