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