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