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