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