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