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