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