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