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