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