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