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