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