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)(11,13)(12,19)(14,18)(15,21)(16,22)(17,23)(20,24)(25,26)(27,30)(28,32)(29,31)(33,37)(34,38)(35,40)(36,39)(2,5)(6,7)(9,11,13,10)(12,15,20,17)(14,18,22,16)(19,23,24,21)(25,27,33,34,29,36,28,35)(26,30,37,38,31,39,32,40)(9,12,14,21,13,20,22,23)(10,15,16,19,11,17,18,24)(27,34)(28,33)(30,38)(32,37)(35,36)(39,40)(1,3,4,8)(2,6,5,7)(10,11)(15,17)(16,18)(19,24)(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.