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