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