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