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