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