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