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