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