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