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