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