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