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