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