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