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