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