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