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