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