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