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