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