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