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