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