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