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