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