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