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