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