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