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