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