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