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