One vertex per element, one color per generator, with an edge from x to x·s.
(1,2,5,3)(4,7,8,6)(9,10,15,17)(11,16,13,12)(14,22,23,18)(19,20,21,24)(25,26)(27,34)(28,31)(29,36)(30,32)(33,38)(35,39)(37,40)(2,3)(6,7)(9,11,15,13)(10,16,17,12)(14,19,23,21)(18,24,22,20)(25,27,31,30)(26,32,28,34)(29,35,38,37)(33,39,36,40)(1,3,5,2)(4,7,8,6)(10,17)(11,13)(18,22)(19,21)(25,26,31,28)(27,34,30,32)(29,33,38,36)(35,40,37,39)(1,4)(2,6)(3,7)(5,8)(9,12,15,16)(10,11,17,13)(14,20,23,24)(18,19,22,21)(25,28,31,26)(27,32,30,34)(29,36,38,33)(35,39,37,40)(9,13,15,11)(10,16,17,12)(14,21,23,19)(18,24,22,20)(25,29)(26,33)(27,35)(28,36)(30,37)(31,38)(32,39)(34,40)(9,14,15,23)(10,18,17,22)(11,19,13,21)(12,20,16,24)(25,30,31,27)(26,32,28,34)(29,37,38,35)(33,39,36,40)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.