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