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