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