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