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