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