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