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