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