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