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