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