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