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