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