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