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