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