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