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