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