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