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