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