One vertex per element, one color per generator, with an edge from x to x·s.
(1,2,4,5)(3,6,7,8)(25,26)(27,31)(28,33)(29,32)(30,34)(35,39)(36,38)(37,40)(2,5)(6,8)(9,10,13,16)(11,17,19,14)(12,15,20,22)(18,23,24,21)(25,27)(26,31)(28,37)(29,36)(30,35)(32,38)(33,40)(34,39)(9,11,13,19)(10,14,16,17)(12,18,20,24)(15,21,22,23)(26,32)(28,29)(31,38)(33,34)(36,37)(39,40)(1,3,4,7)(2,6,5,8)(9,12)(10,15)(11,18)(13,20)(14,21)(16,22)(17,23)(19,24)(27,35)(31,39)(36,37)(38,40)(12,20)(15,22)(18,24)(21,23)(25,28,30,29)(26,33,34,32)(27,36,35,37)(31,38,39,40)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.