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