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