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