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