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