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