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)(11,19)(12,18)(13,16)(14,20)(15,17)(21,23)(22,24)(26,28)(31,34)(32,36)(38,40)(2,5)(6,7)(9,11,15,13)(10,16,17,19)(12,22,23,20)(14,21,24,18)(27,33)(31,34)(35,39)(38,40)(1,2)(3,6)(4,5)(7,8)(10,17)(12,23)(16,19)(20,22)(25,26,30,28)(27,31,33,34)(29,32,37,36)(35,38,39,40)(1,2)(3,6)(4,5)(7,8)(9,12)(10,18)(11,20)(13,22)(14,19)(15,23)(16,24)(17,21)(25,27,30,33)(26,31,28,34)(29,35,37,39)(32,38,36,40)(1,3,4,8)(2,6,5,7)(9,13,15,11)(10,19,17,16)(12,22,23,20)(14,21,24,18)(25,28,30,26)(27,34,33,31)(29,36,37,32)(35,40,39,38)(9,14)(10,20)(11,21)(12,16)(13,18)(15,24)(17,22)(19,23)(25,29,30,37)(26,32,28,36)(27,35,33,39)(31,38,34,40)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.