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