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