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