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