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