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