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