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)(11,14,18,23)(12,15,20,16)(19,21,24,22)(26,30)(27,33)(32,37)(35,38)(2,5)(3,8)(9,11)(10,14)(12,19)(13,18)(15,21)(16,22)(17,23)(20,24)(25,26,28,30)(27,34,33,40)(29,37,36,32)(31,38,39,35)(10,15)(12,20)(14,21)(16,17)(19,24)(22,23)(25,27,28,33)(26,31,30,39)(29,38,36,35)(32,40,37,34)(1,3,4,8)(2,6,5,7)(10,15)(11,18)(12,20)(14,22)(16,17)(21,23)(26,30)(31,39)(32,37)(34,40)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.