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