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