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