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