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