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