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