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