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