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