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