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