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