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