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