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