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