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