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