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