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