One vertex per element, one color per generator, with an edge from x to x·s.
(1,2,4,5)(3,6,7,8)(9,10,13,16)(11,14,17,21)(12,19,20,15)(18,24,23,22)(25,26)(27,32)(28,34)(29,35)(30,39)(31,36)(33,37)(38,40)(2,5)(6,8)(9,11)(10,14)(12,18)(13,17)(15,22)(16,21)(19,24)(20,23)(25,27,31,28)(26,32,36,34)(29,38,30,37)(33,35,40,39)(11,17)(14,21)(18,23)(22,24)(25,27,31,28)(26,33,36,40)(29,37,30,38)(32,35,34,39)(1,3,4,7)(2,6,5,8)(11,17)(14,21)(18,23)(22,24)(25,28,31,27)(26,34,36,32)(29,37,30,38)(33,39,40,35)(9,12,13,20)(10,15,16,19)(11,18,17,23)(14,22,21,24)(25,29,31,30)(26,35,36,39)(27,37,28,38)(32,33,34,40)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.