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