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