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