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