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