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