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