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