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