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