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