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