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