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