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