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