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