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