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