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