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