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