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