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