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