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