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