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