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