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