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