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