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