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