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