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