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