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