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