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