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