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