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