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