One vertex per element, one color per generator, with an edge from x to x·s.
(1,2,4,5)(3,7,8,6)(11,17)(12,18)(14,20)(16,21)(19,23)(22,24)(25,26)(27,32)(28,39)(29,35)(30,34)(31,36)(33,37)(38,40)(2,5)(6,7)(9,10,13,15)(11,14,19,22)(12,16,18,21)(17,20,23,24)(25,27,31,37)(26,32,36,33)(28,29,38,30)(34,39,35,40)(9,11,18,23,13,19,12,17)(10,14,21,24,15,22,16,20)(25,28,30,27,31,38,29,37)(26,33,35,40,36,32,34,39)(1,3,4,8)(2,6,5,7)(10,15)(14,22)(16,21)(20,24)(27,37)(28,38)(32,33)(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.