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