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)(11,16)(12,17)(13,15)(14,18)(19,23)(20,24)(21,22)(2,5)(6,7)(9,11,15,19)(10,16,13,23)(12,20,22,18)(14,17,24,21)(25,26)(27,34)(28,32)(29,31)(30,33)(35,40)(36,39)(37,38)(1,2)(3,6)(4,5)(7,8)(10,13)(11,19)(17,21)(18,20)(25,27,31,28)(26,32,29,34)(30,35,38,36)(33,39,37,40)(1,2)(3,6)(4,5)(7,8)(9,12,15,22)(10,17,13,21)(11,18,19,20)(14,23,24,16)(25,28,31,27)(26,32,29,34)(30,35,38,36)(33,40,37,39)(1,3)(2,6)(4,8)(5,7)(9,13,15,10)(11,16,19,23)(12,21,22,17)(14,20,24,18)(25,29,31,26)(27,32,28,34)(30,37,38,33)(35,39,36,40)(9,14)(10,18)(11,17)(12,16)(13,20)(15,24)(19,21)(22,23)(25,30,31,38)(26,33,29,37)(27,35,28,36)(32,39,34,40)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.