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