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