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)(11,16)(12,22)(13,18)(14,20)(15,19)(17,23)(21,24)(25,26,29,32)(27,30,35,39)(28,31,36,40)(33,37,34,38)(2,5)(6,7)(9,11,15,17)(10,16,19,23)(12,18,24,20)(13,21,14,22)(25,27,29,35)(26,30,32,39)(28,33,36,34)(31,37,40,38)(9,12,14,23,15,24,13,16)(10,17,18,22,19,11,20,21)(27,33)(28,36)(30,37)(31,40)(34,35)(38,39)(1,3,4,8)(2,6,5,7)(9,13,15,14)(10,18,19,20)(11,21,17,22)(12,16,24,23)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.