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