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