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