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