One vertex per element, one color per generator, with an edge from x to x·s.
(1,2,5,4)(3,6,7,8)(10,13)(11,15)(17,18,20,22)(19,21,23,24)(25,26,29,34)(27,31,30,33)(28,36,37,32)(35,40,38,39)(2,4)(6,8)(9,10,12,13)(11,14,15,16)(17,19)(18,21)(20,23)(22,24)(25,27,29,30)(26,31,34,33)(28,35,37,38)(32,39,36,40)(1,3,5,7)(2,6,4,8)(9,11,12,15)(10,14,13,16)(19,23)(21,24)(25,28,29,37)(26,32,34,36)(27,35,30,38)(31,39,33,40)(1,4,5,2)(3,6,7,8)(11,15)(14,16)(26,33)(27,30)(31,34)(32,40)(35,38)(36,39)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.