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