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