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