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