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