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