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