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