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