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