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