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