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