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