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