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