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