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