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