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