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