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