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