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