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