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