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