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