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