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