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