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