One vertex per element, one color per generator, with an edge from x to x·s.
(1,2,4,5)(3,7,8,6)(12,20)(15,22)(18,24)(21,23)(25,26,31,29)(27,34,30,32)(28,36,38,33)(35,39,37,40)(1,2)(3,6)(4,5)(7,8)(9,10)(11,14)(12,15)(13,16)(17,19)(18,21)(20,22)(23,24)(25,27,31,30)(26,32,29,34)(28,35,38,37)(33,39,36,40)(1,2)(3,6)(4,5)(7,8)(9,10,13,16)(11,14,19,17)(12,15,20,22)(18,21,24,23)(25,26,31,29)(27,32,30,34)(28,36,38,33)(35,40,37,39)(2,5)(6,7)(9,10)(11,17)(12,15)(13,16)(14,19)(18,23)(20,22)(21,24)(25,28,31,38)(26,33,29,36)(27,35,30,37)(32,39,34,40)(1,2)(3,6)(4,5)(7,8)(9,11)(10,14)(12,18)(13,19)(15,21)(16,17)(20,24)(22,23)(25,29,31,26)(27,34,30,32)(28,33,38,36)(35,39,37,40)(1,3,4,8)(2,6,5,7)(9,12,13,20)(10,15,16,22)(11,18,19,24)(14,21,17,23)(25,30,31,27)(26,34,29,32)(28,37,38,35)(33,40,36,39)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.