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