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