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