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