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