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