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