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