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