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