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