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