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