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