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