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