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