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