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