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