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