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