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