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