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