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