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