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