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