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)(11,15)(12,13)(14,16)(17,18,21,20)(19,22,23,24)(25,26,29,30)(27,33,34,31)(28,36,37,32)(35,39,38,40)(1,3,5,8)(2,6,4,7)(9,11,14,12)(10,13,16,15)(19,23)(22,24)(26,30)(27,34)(28,37)(39,40)(9,11,14,12)(10,15,16,13)(17,19,21,23)(18,22,20,24)(25,26)(27,31)(28,32)(29,30)(33,34)(35,39)(36,37)(38,40)(1,4,5,2)(3,7,8,6)(9,12,14,11)(10,15,16,13)(25,27,29,34)(26,31,30,33)(28,38,37,35)(32,40,36,39)(1,3)(2,7)(4,6)(5,8)(9,13,14,15)(10,12,16,11)(17,20,21,18)(19,24,23,22)(25,28,29,37)(26,32,30,36)(27,35,34,38)(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.