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