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