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