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