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