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