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