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