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