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