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