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