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