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