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