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