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