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