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