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