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