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