One vertex per element, one color per generator, with an edge from x to x·s.
(1,2,5,4)(3,7,8,6)(9,10,15,18)(11,19,22,16)(12,21,23,17)(13,24,20,14)(25,26)(27,35)(28,38)(29,33)(30,34)(31,37)(32,39)(36,40)(1,3,5,8)(2,6,4,7)(9,11,15,22)(10,16,18,19)(12,20,23,13)(14,21,24,17)(25,27,30,37)(26,31,34,35)(28,36,39,29)(32,40,38,33)(9,12,15,23)(10,17,18,21)(11,13,22,20)(14,16,24,19)(25,26,30,34)(27,31,37,35)(28,32,39,38)(29,33,36,40)(1,4,5,2)(3,7,8,6)(9,12)(10,17)(11,20)(13,22)(14,16)(15,23)(18,21)(19,24)(25,26)(27,31)(28,32)(29,33)(30,34)(35,37)(36,40)(38,39)(9,13,15,20)(10,14,18,24)(11,12,22,23)(16,21,19,17)(25,28)(26,32)(27,36)(29,37)(30,39)(31,40)(33,35)(34,38)(9,14)(10,13)(11,21)(12,16)(15,24)(17,22)(18,20)(19,23)(25,29,30,36)(26,33,34,40)(27,28,37,39)(31,32,35,38)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.