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