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