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