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