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