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)(27,37)(28,34)(29,39)(30,35)(31,36)(32,40)(33,38)(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)(28,32)(29,30)(31,38)(34,35)(36,37)(39,40)(1,2,5,4)(3,7,8,6)(25,28,31,29)(26,33,36,37)(27,30,38,32)(34,35,39,40)(9,12,13,21)(10,15,16,20)(11,18,19,24)(14,22,17,23)(25,29,31,28)(26,34,36,39)(27,30,38,32)(33,35,37,40)(1,4,5,2)(3,6,8,7)(11,19)(14,17)(18,24)(22,23)(25,30,31,32)(26,35,36,40)(27,28,38,29)(33,39,37,34)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.