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