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