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