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