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