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