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