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