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