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