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