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