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