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