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