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