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