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