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