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