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