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