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