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