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