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