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