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)(27,33)(30,39)(34,40)(35,38)(2,5)(6,7)(9,11)(10,15)(12,20)(13,21)(14,22)(16,23)(17,19)(18,24)(25,26,28,31)(27,34,33,40)(29,37,36,32)(30,38,39,35)(10,16)(13,14)(15,23)(17,18)(19,24)(21,22)(25,27,28,33)(26,30,31,39)(29,38,36,35)(32,40,37,34)(1,3,4,8)(2,6,5,7)(10,17)(11,20)(16,18)(21,22)(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.