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