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