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