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