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