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