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