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