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