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