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