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