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