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