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