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