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