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