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