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